Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49323.54 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45262.0 Kr¶

PnL: ---------------------------------------> 206.0 Kr¶

DD now: ---------------------------------> -7.148 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 11:55:26.879149'

Anic Portfolio¶

Today¶

Return: -0.795 %¶

This Week¶

Return: 0.041 %¶

Total portfolio value¶

Return including deposits: 61.473 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.080000 1666.440000 197.440000 13.440000 1468.999998
Orrön Energy 180 -1.230000 2175.300000 132.300000 6.480000 2043.000000
Atrium Ljungberg B 5 -0.100000 994.000000 59.000000 6.310000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Sagax B 4 -0.400000 893.600000 39.600000 4.640000 854.000000
Catena 2 -1.140000 829.200000 37.200000 4.700000 792.000000
Hexatronic Group 12 0.240000 1004.160000 37.160000 3.840000 966.999996
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
JM 6 -0.400000 898.800000 34.800000 4.030000 864.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
Sedana Medical 93 -4.260000 2548.200000 27.200000 1.080000 2521.000011
OX2 13 2.110000 975.000000 25.000000 2.630000 949.999999
Bilia A 8 0.610000 921.600000 21.600000 2.400000 900.000000
BioGaia B 8 -0.590000 944.800000 14.800000 1.590000 930.000000
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
HEXPOL B 9 0.440000 1032.300000 11.300000 1.110000 1020.999996
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
VEF 909 -2.760000 1856.180000 6.180000 0.330000 1850.000436
Byggmax Group 33 -1.420000 959.640000 3.640000 0.380000 956.000001
AcadeMedia 8 -1.080000 402.000000 0.000000 0.000000 402.000000
Clas Ohlson B 12 -1.460000 969.600000 -3.400000 -0.350000 972.999996
ASSA ABLOY B 3 -0.730000 774.000000 -5.000000 -0.640000 779.000001
EQT 4 -1.340000 825.200000 -6.800000 -0.820000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
Addnode Group B 11 -0.790000 894.850000 -26.150000 -2.840000 921.000003
SKF B 5 -0.540000 913.250000 -26.750000 -2.850000 940.000000
Indutrade 5 -0.340000 1186.000000 -32.000000 -2.630000 1218.000000
Vitec Software Group B 2 -1.610000 1042.000000 -45.000000 -4.140000 1087.000000
Latour B 4 -0.540000 811.600000 -45.400000 -5.300000 857.000000
INVISIO 16 0.440000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.690000 1043.400000 -65.600000 -5.920000 1109.000001
Hexagon B 26 -1.930000 3367.000000 -94.000000 -2.720000 3461.000010
BHG Group 97 -1.760000 1357.030000 -101.970000 -6.990000 1458.999989
TOTAL 45262.000000 206.000000 -7.14756% 45056.000411

Updated:¶

'2023-07-05 11:55:43.559786'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶